NYMEX Natural Gas Future September 2022

Trading Metrics calculated at close of trading on 20-Jul-2022

Day Change Summary
	Previous	Current
	19-Jul-2022	20-Jul-2022	Change	Change %	Previous Week
Open	7.329	7.200	-0.129	-1.8%	6.314
High	7.453	7.925	0.472	6.3%	7.047
Low	7.017	7.057	0.040	0.6%	5.895
Close	7.150	7.899	0.749	10.5%	6.926
Range	0.436	0.868	0.432	99.1%	1.152
ATR	0.589	0.609	0.020	3.4%	0.000
Volume	58,013	75,265	17,252	29.7%	329,938

Daily Pivots for day following 20-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	10.231	9.933	8.376
R3	9.363	9.065	8.138
R2	8.495	8.495	8.058
R1	8.197	8.197	7.979	8.346
PP	7.627	7.627	7.627	7.702
S1	7.329	7.329	7.819	7.478
S2	6.759	6.759	7.740
S3	5.891	6.461	7.660
S4	5.023	5.593	7.422

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	10.079	9.654	7.560
R3	8.927	8.502	7.243
R2	7.775	7.775	7.137
R1	7.350	7.350	7.032	7.563
PP	6.623	6.623	6.623	6.729
S1	6.198	6.198	6.820	6.411
S2	5.471	5.471	6.715
S3	4.319	5.046	6.609
S4	3.167	3.894	6.292

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	7.925	6.351	1.574	19.9%	0.564	7.1%	98%	True	False	60,915
10	7.925	5.464	2.461	31.2%	0.581	7.4%	99%	True	False	62,496
20	7.925	5.324	2.601	32.9%	0.545	6.9%	99%	True	False	52,076
40	9.598	5.324	4.274	54.1%	0.624	7.9%	60%	False	False	45,757
60	9.598	5.324	4.274	54.1%	0.608	7.7%	60%	False	False	36,327
80	9.598	5.324	4.274	54.1%	0.559	7.1%	60%	False	False	31,719
100	9.598	4.457	5.141	65.1%	0.497	6.3%	67%	False	False	27,486
120	9.598	4.003	5.595	70.8%	0.458	5.8%	70%	False	False	25,383

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.122
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	11.614
2.618	10.197
1.618	9.329
1.000	8.793
0.618	8.461
HIGH	7.925
0.618	7.593
0.500	7.491
0.382	7.389
LOW	7.057
0.618	6.521
1.000	6.189
1.618	5.653
2.618	4.785
4.250	3.368

Fisher Pivots for day following 20-Jul-2022
Pivot	1 day	3 day
R1	7.763	7.751
PP	7.627	7.604
S1	7.491	7.456

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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